Financial correlation

Results: 159



#Item
1Volatility and Correlation in Financial Markets: theoretical developments and numerical analysis By Camilla Pisani

Volatility and Correlation in Financial Markets: theoretical developments and numerical analysis By Camilla Pisani

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Source URL: pure.au.dk

- Date: 2016-03-16 04:59:01
    2Correlation structure of spiky financial data: the case of congestion in Day-Ahead Energy Markets F. Caravelli1, 2, 3 1 Invenia Labs, 27 Parkside Place, Parkside, Cambridge CB1 1HQ, UK

    Correlation structure of spiky financial data: the case of congestion in Day-Ahead Energy Markets F. Caravelli1, 2, 3 1 Invenia Labs, 27 Parkside Place, Parkside, Cambridge CB1 1HQ, UK

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    Source URL: invenia.ca

    Language: English - Date: 2015-12-11 10:59:39
    3doi:j.jbankfin

    doi:j.jbankfin

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    Source URL: www.wiwi.uni-passau.de

    Language: English - Date: 2010-04-05 09:26:22
    4Correlation structure of spiky financial data: the case of congestion in Day-Ahead Energy Markets F. Caravelli1, 2, 3 1 Invenia Labs, 27 Parkside Place, Parkside, Cambridge CB1 1HQ, UK

    Correlation structure of spiky financial data: the case of congestion in Day-Ahead Energy Markets F. Caravelli1, 2, 3 1 Invenia Labs, 27 Parkside Place, Parkside, Cambridge CB1 1HQ, UK

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    Source URL: www.invenia.ca

    Language: English - Date: 2015-12-11 10:59:39
    5The Markowitz Model Selecting an Efficient Investment Portfolio Allison Beste Dennis Leventhal Jared Williams

    The Markowitz Model Selecting an Efficient Investment Portfolio Allison Beste Dennis Leventhal Jared Williams

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    Source URL: ramanujan.math.trinity.edu

    Language: English - Date: 2004-11-15 15:22:24
    6MODELING D-LGD CORRELATIONS IN CREDIT DEAULT LOSSES

    MODELING D-LGD CORRELATIONS IN CREDIT DEAULT LOSSES

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    Source URL: www.anderson.ucla.edu

    Language: English - Date: 2016-08-20 04:06:56
    7USERGUIDE CORRELATION TRADER TABLE OF CONTENTS

    USERGUIDE CORRELATION TRADER TABLE OF CONTENTS

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    Source URL: www.jfdbrokers.com

    Language: English - Date: 2016-08-10 04:44:41
    8Financial Analysts Journal Volume 62 • Number 2 ©2006, CFA Institute Trimability and Fast Optimization of Long–Short Portfolios

    Financial Analysts Journal Volume 62 • Number 2 ©2006, CFA Institute Trimability and Fast Optimization of Long–Short Portfolios

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    Source URL: www.jlem.com

    Language: English - Date: 2012-02-06 14:13:03
    9V A L U E-A T-R I S K (V A R) Value-at-Risk (VaR) The authors describe how to implement VaR, the risk measurement technique widely used in financial risk management. by Simon Benninga and Zvi Wiener

    V A L U E-A T-R I S K (V A R) Value-at-Risk (VaR) The authors describe how to implement VaR, the risk measurement technique widely used in financial risk management. by Simon Benninga and Zvi Wiener

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    Source URL: pluto.mscc.huji.ac.il

    Language: English - Date: 2014-02-02 05:57:49
    10International stock return correlation: real or financial integration? A structural present-value approach∗ Alberto Plazzi UCLA Anderson School† *** JOB MARKET PAPER ***

    International stock return correlation: real or financial integration? A structural present-value approach∗ Alberto Plazzi UCLA Anderson School† *** JOB MARKET PAPER ***

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2010-01-18 07:38:04